Design for Sequential Follow-Up Experiments in Computer Emulations
Xiangshun Kong
Mingyao Ai
Kwok Leung Tsui
10.6084/m9.figshare.4234199.v2
https://tandf.figshare.com/articles/journal_contribution/Design_for_sequential_follow-up_experiments_in_computer_emulations/4234199
<p>Sequential experiments composed of initial experiments and follow-up experiments are widely adopted for economical computer emulations. Many kinds of Latin hypercube designs with good space-filling properties have been proposed for designing the initial computer experiments. However, little work based on Latin hypercubes has focused on the design of the follow-up experiments. Although some constructions of nested Latin hypercube designs can be adapted to sequential designs, the size of the follow-up experiments needs to be a multiple of that of the initial experiments. In this article, a general method for constructing sequential designs of flexible size is proposed, which allows the combined designs to have good one-dimensional space-filling properties. Moreover, the sampling properties and a type of central limit theorem are derived for these designs. Several improvements of these designs are made to achieve better space-filling properties. Simulations are carried out to verify the theoretical results. Supplementary materials for this article are available online.</p>
2017-04-28 17:51:43
Central limit theorem
Computer experiment
Latin hypercube design
Sampling property
Sequential design